Jorge Abad
Jorge Abad
Research Economist, Banco de España
About CV Research Policy
Welcome to my website! I am a research economist at Banco de España. My research interests are in the fields of macroeconomics and banking.
Curriculum vitae

Publications

Mapping exposures of EU banks to the global shadow banking system   (w/ M. D’Errico, N. Killeen, V. Luz, T. Peltonen, R. Portes and T. Urbano)
Journal of Banking and Finance, Volume 134, January 2022, Article 106168.
Abstract  Other versions  Media 

Working papers

A macroeconomic model of banks’ endogenous systemic risk taking   (w/ D. Martinez-Miera and J. Suarez)
Submitted.
Abstract  Other versions 
CBDC and the operational framework of monetary policy   (w/ G. Nuño and C. Thomas)
Revise and resubmit, Journal of Monetary Economics.
Abstract  Other versions  Media 
Breaking the Sovereign-Bank Nexus
Reject and resubmit, Review of Economic Studies.
Abstract  Other versions  Awards 
The procyclicality of expected credit loss provisions   (w/ J. Suarez)
Revise and resubmit, Review of Corporate Finance Studies.
Abstract  Other versions  Media 

Work in progress

The Heterogeneous Bank Lending Channel of Monetary Policy   (w/ S. Bigio, S. Garcia-Villegas, J. Marbet and G. Nuño)
Abstract 

Policy papers

Cyclical systemic risks in Spain and their mitigation via countercyclical bank capital requirements   (Contributing author)
Banco de España Occasional Paper 2414 (2024). In Spanish.
The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area   (Contributing author)
ECB Occasional Paper 272 (2021).
The relaxation of bank capital and liquidity requirements in the wake of the coronavirus crisis   (w/ R. Repullo)
European Parliamentary Research Service PE 651.373 3 (2020).
Assessing the cyclical implications of IFRS 9 – a recursive model   (w/ J. Suarez)
ESRB Occasional Paper 17 (2017).
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset   (w/ I. Aldasoro, C. Aymanns, M. D'Errico, L. Rousova, P. Hoffmann, S. Langfield, M. Neychev and T. Roukny)
ESRB Occasional Paper 11 (2016).